PDEnormrobust: PDEnormrobust

In DataVisualizations: Visualizations of High-Dimensional Data

PDEnormrobust

Description

This functions plots ParetoDensityEsrtimation (PDE) and robustly estimated Gaussian with empirical Mean and Variance

Usage

PDEnormrobust(Data,xlab='PDE',ylab,main='PDEnormrobust',
                          PlotSymbolPDE='blue',
                          PlotSymbolGauss= 'magenta',PlotIt=TRUE,
                          Mark2Sigma=FALSE,Mark3Sigma=FALSE,
                          p_mean=10,p_sd=25,...)

Arguments

Data	numeric vector, data to be plotted.
xlab	Optional,see plot
ylab	Optional,see plot
main	Optional,see plot
PlotSymbolPDE	line color pdf
PlotSymbolGauss	line color robust gauss
PlotIt	TRUE: shows plot
Mark2Sigma	TRUE: sets to vertical lines marking data outside M+-1.96SD
Mark3Sigma	TRUE: sets to vertical lines marking data outside M+-2.576SD
p_mean	scalar between 1-99, percent of the top- and bottomcut from x
p_sd	scalar between 1-99, lowInnerPercentile for robustly estimated standard deviation
...	Further arguments for plot

Details

Within Mark2Sigma 95 percent of data should be contained if distribution is Gaussian

Within Mark3Sigma 99 percent of data should be contained if distribution is Gaussian

The 3sgima rule is usually defined as M+-3SD containing 99.7 percent of data but to simplify, the input parameter name is called Mark3Sigma instead Mark2comma576Sigma, the same reason applies to the output parameter Sigma3.

Value

Kernels	numeric vector. The x points of the PDE function.
ParetoDensity	estimated pdf of data, numeric vector, the PDE(x).
ParetoRadius	numeric value, the Pareto Radius used for the plot.
Normaldist	pdf based on rubstly estimated parameters
Pars	Named vector of robustly estimatated Mean, standard deviation SD, Sigma2=1.96*SD and Sigma3=2.576*SD, EstPercData_Sigma2, EstPercData_Sigma3

Author(s)

Michael Thrun

Examples

data(MTY)

PDEnormrobust(unname(MTY))

DataVisualizations documentation built on April 3, 2025, 8:24 p.m.